Commit Graph

6706 Commits

Author SHA1 Message Date
chiahung
8182840685 use fixedpoint.Value as key 2023-03-16 21:58:41 +08:00
Yo-An Lin
3151f810bf
Merge pull request #1120 from c9s/refactor/backoff-cancel-all
REFACTOR: [grid2] pull out backoff cancel all to cancelAllOrdersUntilSuccessful
2023-03-16 18:18:13 +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
2023-03-16 17:11:13 +08:00
narumi
939427c81f use ATR to adjust spread ratio 2023-03-16 17:03:45 +08:00
Yo-An Lin
035735f95e
Merge pull request #1118 from c9s/feature/grids/recover-from-trades
MINOR: use Debug config for debug log
2023-03-16 16:55:17 +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
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
Yo-An Lin
c3ee89cac5
Merge pull request #1116 from c9s/fix/save-state
FIX: fix gracefully shutdown SaveState call for Isolation
2023-03-15 23:02:16 +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
Yo-An Lin
50c626dad9
Merge pull request #1114 from c9s/feature/grids/recover-from-trades
FEATURE: verify the grids before emit filled orders
2023-03-15 22:10:04 +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
Yo-An Lin
da3b0bc3f8
Merge pull request #1112 from c9s/fix/grids/fee-currency-case
FIX: fix wrong fee currency
2023-03-15 18:20:04 +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
なるみ
94f2bcf6fb
Merge pull request #1111 from c9s/narumi/rebalance/public
strategy: rebalance: make CreatePositions and CreateProfitStats public
2023-03-15 16:55:43 +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
4c6fc4a68d
add v1.44.1 release note 2023-03-15 13:22:35 +08:00
c9s
40040ff399
bump version to v1.44.1 2023-03-15 13:22:35 +08:00
c9s
af847f76ec
update command doc files 2023-03-15 13:22:34 +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
Yo-An Lin
c37bc27217
Merge pull request #1110 from andycheng123/fix/bollmaker
FIX: [bollmaker] MinProfitActivationRate is disabled if it's not set
2023-03-15 11:18:35 +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
kbearXD
78071dc2c7
Merge pull request #1107 from c9s/feature/maxapi/support-time-range
FEATURE: make MAX QueryTrades support start_time, end_time
2023-03-14 21:12:59 +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
a5641f6c73
add v1.44.0 release note 2023-03-13 22:04:23 +08:00
c9s
b58dcaba79
bump version to v1.44.0 2023-03-13 22:04:23 +08:00