c9s
|
62e6b232ed
|
xfunding: refactor and refine PositionState checking
|
2023-03-24 00:52:36 +08:00 |
|
c9s
|
c1fbbbe400
|
xfunding: move position state to state struct
|
2023-03-24 00:36:28 +08:00 |
|
c9s
|
108bb5deeb
|
xfunding: add guard condition for starting and stopping
|
2023-03-23 22:58:42 +08:00 |
|
c9s
|
e016892a70
|
xfunding: pull out startClosingPosition, startOpeningPosition method
|
2023-03-23 22:57:13 +08:00 |
|
c9s
|
3624dd0338
|
xfunding: implement close position transfer
|
2023-03-23 22:54:42 +08:00 |
|
c9s
|
aba80398d9
|
xfunding: add MinHoldingPeriod support
|
2023-03-23 22:36:35 +08:00 |
|
c9s
|
a933f90cc8
|
xfunding: log low funding fee
|
2023-03-23 18:19:30 +08:00 |
|
c9s
|
b5f69e7f45
|
xfunding: reset stats when direction changed
|
2023-03-23 18:18:30 +08:00 |
|
c9s
|
7ba7eb8be7
|
xfunding: implement reduceFuturesPosition
|
2023-03-23 18:09:16 +08:00 |
|
c9s
|
1b5126c9a1
|
xfunding: add mutex
|
2023-03-23 17:36:30 +08:00 |
|
c9s
|
02c28a07cc
|
types: fix AdjustQuantityByMinNotional by round up the quantity
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2023-03-23 17:35:54 +08:00 |
|
なるみ
|
bf9cd78ba4
|
Merge pull request #1129 from c9s/narumi/fixedmaker/onstart
strategy: fixedmaker: replenish on start
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2023-03-23 17:29:47 +08:00 |
|
c9s
|
c3ca5b75ac
|
types: add minNotionalSealant to adjust quantity method
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2023-03-23 16:47:57 +08:00 |
|
narumi
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32c617a283
|
replenish on start
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2023-03-23 16:47:48 +08:00 |
|
c9s
|
018e281627
|
types: add AdjustQuantityByMinNotional to types.Market
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2023-03-23 16:14:30 +08:00 |
|
c9s
|
44850e48e8
|
xfunding: add mutex protection
|
2023-03-23 14:48:24 +08:00 |
|
c9s
|
8b87a8706b
|
xfunding: add state for recording TotalBaseTransfer
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2023-03-23 14:46:02 +08:00 |
|
c9s
|
b7edc38dc7
|
xfunding: record pending transfer
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2023-03-23 13:14:59 +08:00 |
|
c9s
|
16608619ca
|
xfunding: fix sync guard
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2023-03-23 13:07:59 +08:00 |
|
c9s
|
80c30d15a0
|
xfunding: correct method names
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2023-03-23 13:02:22 +08:00 |
|
c9s
|
20cd73e6ad
|
xfunding: fix transfer and refactoring more methods
|
2023-03-23 12:58:10 +08:00 |
|
c9s
|
a838b4991a
|
bbgo: refactor order executor with max retries
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2023-03-23 12:51:52 +08:00 |
|
c9s
|
2a927dc34d
|
interact: reduce info logs
|
2023-03-23 09:20:44 +08:00 |
|
c9s
|
161dc7dc64
|
types: add transfer direction
|
2023-03-23 09:04:49 +08:00 |
|
c9s
|
487fbf8681
|
binance: implement TransferFuturesAccountAsset api
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2023-03-23 02:42:26 +08:00 |
|
c9s
|
6797069a40
|
binanceapi: fix payload encode format
|
2023-03-23 02:42:05 +08:00 |
|
c9s
|
6ca85b175a
|
xfunding: adjust quote investment according to the fee rate
|
2023-03-23 00:56:28 +08:00 |
|
c9s
|
6848e11e8a
|
binance: implement TransferFuturesAsset
|
2023-03-23 00:55:00 +08:00 |
|
c9s
|
c632e6efac
|
binance: add binance futures_transfer_request
|
2023-03-23 00:54:37 +08:00 |
|
c9s
|
6668d683e1
|
xfunding: adjust quoteInvestment according to the quote balance
|
2023-03-23 00:40:20 +08:00 |
|
c9s
|
684f6c6e1d
|
xfunding: document spot trade handler
|
2023-03-23 00:23:51 +08:00 |
|
c9s
|
928f668fec
|
xfunding: pull out premium check to detectPremiumIndex
|
2023-03-22 22:17:37 +08:00 |
|
c9s
|
dc5e0cbcc2
|
xfunding: solve lint error
|
2023-03-22 22:15:24 +08:00 |
|
c9s
|
6265ad248e
|
xfunding: add premium checker
|
2023-03-22 22:15:01 +08:00 |
|
c9s
|
3c69ccc25a
|
types: update channel names
|
2023-03-22 22:04:02 +08:00 |
|
c9s
|
98b0ffa510
|
all: add more futures channel types
|
2023-03-22 22:01:59 +08:00 |
|
c9s
|
e607fc19ac
|
xfunding: check spotSession, futuresSession names
|
2023-03-22 21:42:44 +08:00 |
|
c9s
|
d6c430a4b4
|
xfunding: implement CrossSubscribe
|
2023-03-22 21:42:06 +08:00 |
|
c9s
|
b881aea228
|
add position action
|
2023-03-22 21:38:56 +08:00 |
|
c9s
|
e93d13e425
|
xfunding: implement CrossRun
|
2023-03-22 21:36:42 +08:00 |
|
c9s
|
12b9775eb3
|
rename funding to xfunding
|
2023-03-22 21:17:33 +08:00 |
|
c9s
|
ab52dd6349
|
funding: filter kline event with types.KLineWith
|
2023-03-22 21:11:58 +08:00 |
|
c9s
|
88af0a18f9
|
max: move tradeQueryLimiter to the exchange instance
|
2023-03-21 16:26:47 +08:00 |
|
c9s
|
fda4e48146
|
max: move submitOrderLimiter to the exchange wide var
|
2023-03-21 16:25:16 +08:00 |
|
gx578007
|
aa419e8468
|
make dnum support negative precision
|
2023-03-21 11:44:37 +08:00 |
|
chiahung
|
8c337cddec
|
add test for dnum
|
2023-03-20 21:18:42 +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 |
|
Andy Cheng
|
1f3579e3ec
|
exits/trailingstop: shouldStop() only works after enough data collected
|
2023-03-20 15:56:51 +08:00 |
|
Andy Cheng
|
170d41a492
|
exits/trailingstop: updateHighLowNumber no matter activated or not
|
2023-03-20 15:47:44 +08:00 |
|
narumi
|
7114016bc9
|
clamp skew
|
2023-03-18 23:31:03 +08:00 |
|
Andy Cheng
|
b455ae7742
|
Merge pull request #1123 from andycheng123/fix/exits
exits/trailingstop: fix typo
|
2023-03-17 15:03:51 +08:00 |
|
kbearXD
|
294c09b9e8
|
Merge pull request #1119 from c9s/feature/grids/recover-from-trades
FEATURE: make PinOrderMap's key from string to Pin
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2023-03-17 10:45:09 +08:00 |
|
Andy Cheng
|
bb8dbb155f
|
exits/trailingstop: fix typo
|
2023-03-17 10:43:47 +08:00 |
|
chiahung
|
8182840685
|
use fixedpoint.Value as key
|
2023-03-16 21:58:41 +08:00 |
|
Andy Cheng
|
86bce7403b
|
exits/hhllstop: fix out of index error of klines
|
2023-03-16 19:44:58 +08:00 |
|
Andy Cheng
|
2e00e58442
|
exits/hhllstop: add hhllstop to exits
|
2023-03-16 18:39:27 +08:00 |
|
Andy Cheng
|
eb5479ffdf
|
exits/hhllstop: hhllstop prototype
|
2023-03-16 18:35:21 +08:00 |
|
Andy Cheng
|
a8438f8f72
|
exits/hhllstop: add basic parameters
|
2023-03-16 18:35:21 +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 |
|
なるみ
|
57e3f46c5c
|
Merge pull request #1117 from c9s/narumi/fixedmaker/atr
strategy: fixedmaker: add option to use ATR to adjust spread ratio
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2023-03-16 17:11:13 +08:00 |
|
narumi
|
939427c81f
|
use ATR to adjust spread ratio
|
2023-03-16 17:03:45 +08:00 |
|
chiahung
|
a5675f72ad
|
MINOR: use Debug config for debug log
|
2023-03-16 16:44:16 +08:00 |
|
なるみ
|
52b2ffebd1
|
Merge pull request #1113 from c9s/narumi/fixedmaker/skew
strategy: fixedmaker: add skew to adjust bid/ask price
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2023-03-16 02:39:02 +08:00 |
|
narumi
|
cf9a2e55bf
|
add skew to adjust bid/ask price
|
2023-03-16 02:04:26 +08:00 |
|
c9s
|
2fbe90b1e7
|
bbgo: fix: pass isolated context to SaveState() call
|
2023-03-15 22:50:50 +08:00 |
|
c9s
|
2378951c85
|
bbgo: should get isolation from the ctx when saving state
|
2023-03-15 22:47:40 +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
|
26054e4958
|
fix on max api level
|
2023-03-15 18:09:46 +08:00 |
|
chiahung
|
891cac0640
|
FIX: fix wrong fee currency
|
2023-03-15 17:29:17 +08:00 |
|
narumi
|
0f9319a2f5
|
make CreatePositions and CreateProfitStats public
|
2023-03-15 16:01:13 +08:00 |
|
c9s
|
0882bc4960
|
bollmaker: log submit order error
|
2023-03-15 13:26:27 +08:00 |
|
c9s
|
40040ff399
|
bump version to v1.44.1
|
2023-03-15 13:22:35 +08:00 |
|
なるみ
|
7d91fd01d8
|
Merge pull request #1109 from c9s/narumi/rebalance/fix-order-executor-not-found
fix: rebalance: fix positions and profit stats map
|
2023-03-15 12:25:19 +08:00 |
|
Andy Cheng
|
0a6c41cfe7
|
fix/bollmaker: fix s.MinProfitActivationRate condition
|
2023-03-15 11:06:26 +08:00 |
|
Andy Cheng
|
ca4890425c
|
fix/bollmaker: MinProfitActivationRate is disabled if it's not set
|
2023-03-15 10:57:18 +08:00 |
|
narumi
|
0458858de0
|
fix position and profitstats
|
2023-03-14 19:27:41 +08:00 |
|
chiahung
|
da48e0fc85
|
make end_time down to start_time + 3 days if end_time > start_time + 3 days
|
2023-03-14 18:39:36 +08:00 |
|
chiahung
|
e0b445f1c1
|
FEATURE: make MAX QueryTrades support start_time, end_time
|
2023-03-14 16:32:00 +08:00 |
|
kbearXD
|
ee4388406e
|
Merge pull request #1097 from c9s/feature/grids/recover-from-trades
FEATURE: get filled orders when bbgo down
|
2023-03-14 15:15:32 +08:00 |
|
chiahung
|
dce1e4c7d4
|
rename buildSyncOrderMap to SyncOrderMap
|
2023-03-14 14:35:15 +08:00 |
|
なるみ
|
cddf3570f2
|
Merge pull request #1104 from c9s/narumi/rebalance/balance
fix: rebalance: adjust max amount by balance
|
2023-03-14 14:06:31 +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 |
|
なるみ
|
add9372eba
|
use mid price to calculate weight
|
2023-03-13 15:30:33 +00:00 |
|
narumi
|
0690518dc7
|
add option to rebalance on start
|
2023-03-13 22:43:42 +08:00 |
|
narumi
|
640001ffa1
|
check minimal order quantity
|
2023-03-13 22:39:22 +08:00 |
|
narumi
|
c9f6995701
|
fix OrderExecutorMap's SumbitOrders
|
2023-03-13 22:39:04 +08:00 |
|
narumi
|
0b7f42c382
|
adjust max amount by balance
|
2023-03-13 22:39:01 +08:00 |
|
c9s
|
b58dcaba79
|
bump version to v1.44.0
|
2023-03-13 22:04:23 +08:00 |
|
Yo-An Lin
|
4b3f00fe79
|
Merge pull request #1105 from c9s/strategy/grid2/client-order-id-max
grid2: use newClientOrderID only for max
|
2023-03-13 21:47:02 +08:00 |
|
Yo-An Lin
|
07ebd83a62
|
Merge pull request #1052 from andycheng123/improve/linregmaker-minprofit
Improve/linregmaker minprofit
|
2023-03-13 21:31:28 +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 |
|
kbearXD
|
57d420fd6c
|
Merge pull request #1098 from c9s/fix/precision/format-string
FIX: fix format string float point issue
|
2023-03-13 16:44:06 +08:00 |
|
Andy Cheng
|
360173ac2b
|
fix/linregmaker: fix syntax error
|
2023-03-13 16:35:19 +08:00 |
|
Andy Cheng
|
cb412dc13f
|
improve/bollmaker: add MinProfitActivationRate
|
2023-03-13 16:35:19 +08:00 |
|
Andy Cheng
|
5fc459d404
|
improve/linregmaker: rename MinProfitDisableOn to MinProfitActivationRate
|
2023-03-13 16:35:19 +08:00 |
|
Andy Cheng
|
6e854f8027
|
improve/linregmaker: add MinProfitSpread
|
2023-03-13 16:35:19 +08:00 |
|
Andy Cheng
|
3c14382c3c
|
improve/linregmaker: fix StandardIndicatorSet initialization problem
|
2023-03-13 16:35:19 +08:00 |
|
Andy Cheng
|
a607f230d6
|
improve/linregmaker: more log for can buy sell
|
2023-03-13 16:35:19 +08:00 |
|
Andy Cheng
|
0ea345a18c
|
improve/linregmaker: fix balance calculation in backtesting
|
2023-03-13 16:35:18 +08:00 |
|
chiahung
|
51a52d1c18
|
comment out negative precision for dnum
|
2023-03-13 11:28:40 +08:00 |
|
narumi
|
4559a35f31
|
graceful cancel in rebalance strategy
|
2023-03-13 00:49:49 +08:00 |
|
c9s
|
b050ae4098
|
grid2: fix log format
|
2023-03-11 16:03:13 +08:00 |
|
narumi
|
74656e0e49
|
fix fixedmaker errors
|
2023-03-10 18:39:30 +08:00 |
|
gx578007
|
16b30960cc
|
FIX: [grid2] specify client order id explicitly
|
2023-03-10 18:29:53 +08:00 |
|
chiahung
|
8c9ed0538f
|
add more test case
|
2023-03-10 17:55:55 +08:00 |
|
chiahung
|
291a6f273a
|
fix test error
|
2023-03-10 17:32:35 +08:00 |
|
Yo-An Lin
|
31e299baf2
|
Merge pull request #1101 from c9s/narumi/fixedmaker
strategy: add fixedmaker
|
2023-03-10 17:24:01 +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 |
|
narumi
|
a7cfd488ed
|
add fixedmaker
|
2023-03-10 16:41:01 +08:00 |
|
gx578007
|
fd2032b825
|
FIX: [grid2] avoid handling one orderID twice
|
2023-03-10 16:16:11 +08:00 |
|
chiahung
|
36f48bc604
|
FIX: fix format string float point issue
|
2023-03-10 15:27:50 +08:00 |
|
Yo-An Lin
|
78d65d74d2
|
Merge pull request #1090 from andycheng123/fix/scale
fix/scale: fix LinearScale calculation
|
2023-03-10 14:18:02 +08:00 |
|
Andy Cheng
|
d51a802315
|
fix/scale: fix typo and add some more tests
|
2023-03-10 13:51:29 +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 |
|
chiahung
|
4288c82e25
|
FEATURE: recover grids with open orders by querying trades process and its buildPinOrderMap method
|
2023-03-09 17:10:44 +08:00 |
|
kbearXD
|
6a6d7a6293
|
Merge pull request #1095 from c9s/fix/maxapi/query-trades-by-order-id
FIX: filter wrong order id from self-trade trades
|
2023-03-09 16:59:33 +08:00 |
|
kbearXD
|
4586f68fdb
|
Merge pull request #1094 from c9s/fix/maxapi/order-updated-at
FIX: use updated_at instead of created_at to convert MAX order to typ…
|
2023-03-09 16:59:18 +08:00 |
|
chiahung
|
ead5486b52
|
FIX: filter wrong order id from self-trade trades
|
2023-03-09 16:15:48 +08:00 |
|
なるみ
|
1ebdd37f3f
|
Merge pull request #1093 from c9s/narumi/rebalance/positions
strategy: rebalance: add positions and profit stats
|
2023-03-09 12:07:19 +08:00 |
|
gx578007
|
517a7c6ad7
|
Merge pull request #1092 from c9s/bhwu/grid2/add-more-metrics
FEATURE: [grid2] add more metrics and fix metric-related issues
|
2023-03-09 11:41:57 +08:00 |
|
chiahung
|
d29c3fa05c
|
FIX: use updated_at instead of created_at to convert MAX order to types.Order
|
2023-03-09 11:35:48 +08:00 |
|
kbearXD
|
5b4b1e8eca
|
Merge pull request #1091 from c9s/feature/maxapi/split-self-trade
FEATURE: split self trades when use MAX RESTful API to query trades
|
2023-03-09 11:29:19 +08:00 |
|
gx578007
|
045c8de2a6
|
refactor metric function to be separated in terms of lock
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2023-03-09 11:26:02 +08:00 |
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gx578007
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5988567d09
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FEATURE: [grid2] add more metrics and fix metric-related issues
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2023-03-08 23:54:21 +08:00 |
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なるみ
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40e2296492
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add positions and profit stats
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2023-03-08 14:12:42 +00:00 |
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Andy Cheng
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f92bcda51d
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improve/exit: fix typo
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2023-03-08 19:31:47 +08:00 |
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Yo-An Lin
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3a6d210052
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Merge pull request #1089 from andycheng123/improve/exit
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2023-03-08 19:00:53 +08:00 |
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chiahung
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f9f6346468
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FEATURE: split self trades when use MAX RESTful API to query trades
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2023-03-08 17:18:18 +08:00 |
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Andy Cheng
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58b2678ae8
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improve/exit: use roi.Percentage() instead of roi.Float64()
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2023-03-08 17:12:41 +08:00 |
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Andy Cheng
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9516340303
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fix/scale: update test case
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2023-03-08 17:09:58 +08:00 |
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Andy Cheng
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9068ed7ae3
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fix/scale: fix LinearScale calculation
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2023-03-08 16:23:04 +08:00 |
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c9s
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c860e45c34
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grid2: simplify isCompleteGridOrderBook
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2023-03-08 16:02:31 +08:00 |
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Andy Cheng
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2970f73542
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improve/exit: show symbol in trailing stop triggered message
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2023-03-08 15:35:44 +08:00 |
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c9s
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a75bc2e590
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grid2: add isCompleteGridOrderBook doc comment
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2023-03-07 21:42:53 +08:00 |
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c9s
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72b6f73cb6
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grid2: fix complete grid order book condition
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2023-03-07 21:41:16 +08:00 |
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c9s
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db119a2218
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grid2: update metrics before we re-play orders
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2023-03-07 20:01:51 +08:00 |
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c9s
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756a3bb43f
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grid2: add base round down for buy order
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2023-03-07 18:37:45 +08:00 |
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c9s
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62eed9605d
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grid2: round down quoteQuantity/baseQuantity after the fee reduction
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2023-03-07 13:53:14 +08:00 |
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gx578007
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b04492a5a7
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Merge pull request #1085 from c9s/bhwu/grid2/fix-group-id
FIX: [grid2] group id should be bound by MaxInt32
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2023-03-07 12:01:17 +08:00 |
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gx578007
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f8054459c4
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FIX: [grid2] group id should be bound by MaxInt32
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2023-03-07 11:54:45 +08:00 |
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なるみ
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f064f5fbe1
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Merge pull request #1080 from c9s/narumi/marketcap/order-type
strategy: marketcap: add orderType parameter
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2023-03-06 21:46:25 +08:00 |
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なるみ
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00e022dbdc
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fixup! set order type default value in Defaults method
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2023-03-06 13:37:03 +00:00 |
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なるみ
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cd500e6e73
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set order type default value in Defaults method
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2023-03-06 12:33:14 +00:00 |
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Yo-An Lin
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4e6614e711
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Merge pull request #1083 from c9s/fix/maxapi/group-id
FIX: add group id on submit order API
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2023-03-06 17:23:01 +08:00 |
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gx578007
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d4912ed3cd
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FIX: [grid2] avoid initializing metrics twice
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2023-03-06 16:56:40 +08:00 |
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chiahung
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83d9977a57
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make sure group id is > 0
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2023-03-06 16:32:36 +08:00 |
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chiahung
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d466a63d22
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FIX: add group id on submit order API
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2023-03-06 15:58:18 +08:00 |
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c9s
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1dd6f9ef3e
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grid2: remove order group cancel
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2023-03-06 10:38:45 +08:00 |
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Yo-An Lin
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958e49deb4
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Merge pull request #1082 from c9s/bhwu/add-mutex-to-mem-store
FIX: add mutex in memory store
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2023-03-05 23:22:56 +08:00 |
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c9s
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9f29fbd645
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grid2: add order group id to the submitOrder forms
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2023-03-05 23:21:28 +08:00 |
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c9s
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773b055711
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grid2: fix length check
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2023-03-05 23:20:17 +08:00 |
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gx578007
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a5e35b4711
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FIX: add mutex in memory store
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2023-03-05 22:20:14 +08:00 |
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c9s
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dfba758e88
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grid2: add one more log
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2023-03-05 17:55:04 +08:00 |
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c9s
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584fae1a53
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grid2: fix recover order filtering
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2023-03-05 17:41:05 +08:00 |
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c9s
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4927dd7f98
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grid2: add more logs
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2023-03-05 17:34:50 +08:00 |
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c9s
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07f2de4300
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bbgo: print submit order in the message
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2023-03-05 17:23:06 +08:00 |
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c9s
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a01888dcdd
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bbgo: fix logger usage in BatchRetryPlaceOrder
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2023-03-05 17:21:29 +08:00 |
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c9s
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5805f0c7f0
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grid2: call cancelWrite before everything
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2023-03-05 17:10:11 +08:00 |
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c9s
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0f307bba7d
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grid2: pull out start process to a function
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2023-03-05 17:07:01 +08:00 |
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gx578007
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ec0d438f9d
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FIX: [grid2] fix active orderbook at recovering
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2023-03-05 14:29:31 +08:00 |
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narumi
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94b946a993
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add orderType parameter
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2023-03-03 23:14:30 +08:00 |
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c9s
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9d1da7c847
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grid2: remove outdated comment
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2023-03-03 19:21:23 +08:00 |
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c9s
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e2435f1fc0
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grid2: pass submit orders in one call since we have solved the order store issue
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2023-03-03 19:09:53 +08:00 |
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c9s
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1a109c118d
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grid2: use write context for submitting orders
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2023-03-03 19:09:53 +08:00 |
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c9s
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3f560b2230
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grid2: backoff retry open orders api
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2023-03-03 19:09:05 +08:00 |
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c9s
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fa395b0d0a
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grid2: improve the onStart handler
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2023-03-03 19:09:05 +08:00 |
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c9s
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0d41f0261a
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grid2: rewrite cancel all check loop
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2023-03-03 19:09:05 +08:00 |
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gx578007
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41b237ec05
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Merge pull request #1077 from c9s/bhwu/support-redis-expiration
FEATURE: save expiring data to redis
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2023-03-03 17:55:24 +08:00 |
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gx578007
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4deefefe0f
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FEATURE: save expiring data to redis
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2023-03-03 17:13:54 +08:00 |
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c9s
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bf4553d767
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grid2: add OrderFillDelay option
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2023-03-03 14:30:58 +08:00 |
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c9s
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ca741f91eb
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grid2: add fee currency check for buy order
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2023-03-03 14:30:58 +08:00 |
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c9s
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9a89237c24
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grid2: fix base/quote fee reduction
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2023-03-03 14:30:58 +08:00 |
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c9s
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bd86a89667
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grid2: return fee currency
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2023-03-03 13:13:27 +08:00 |
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c9s
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5cbc6f191f
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grid2: aggregate order fee instead of only base fee
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2023-03-03 13:13:27 +08:00 |
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gx578007
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8039068d51
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Merge pull request #1075 from c9s/bhwu/add-persistence-to-env
FEATURE: add persistence service to environment
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2023-03-02 23:00:20 +08:00 |
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gx578007
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bc7a071dbd
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FIX: add persistence service to environment
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2023-03-02 22:42:02 +08:00 |
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Yo-An Lin
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d03c7d624f
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Merge pull request #1074 from c9s/narumi/rebalance/order-type
strategy: rebalance: add order type parameter
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2023-03-02 22:37:36 +08:00 |
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c9s
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e915825ac6
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grid2: defer call grid closed
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2023-03-02 18:16:09 +08:00 |
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narumi
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904491e750
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add orderType parameter
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2023-03-02 18:11:43 +08:00 |
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c9s
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c5e2acf0f5
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grid2: call Initialize in clean up
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2023-03-02 18:08:26 +08:00 |
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c9s
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86584b01b9
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grid2: fix exchange session field
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2023-03-02 18:05:48 +08:00 |
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c9s
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5212365d2f
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grid2: remove s.ExchangeSession check
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2023-03-02 17:40:44 +08:00 |
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c9s
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6947c8b104
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grid2: improve clean up
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2023-03-02 17:33:58 +08:00 |
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