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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Yo-An Lin
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fc1effff97
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Merge pull request #1081 from c9s/bhwu/fix-recover
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2023-03-05 14:35:27 +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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Yo-An Lin
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45da0bd4c7
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Merge pull request #1079 from c9s/fix/grid2/write-context
fix: grid2: add write context for submitting orders
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2023-03-03 19:26:47 +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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Yo-An Lin
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d21ded2d46
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Merge pull request #1078 from c9s/fix/grid2/improve-cancel-all-check
fix: grid2: improve the onStart callback and the cancel loop
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2023-03-03 19:15:40 +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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Yo-An Lin
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bfcb60d9d7
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Merge pull request #1076 from c9s/fix/grid2/fix-fee-reduction
fix: grid2: quantity fee reduction for quote currency
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2023-03-03 14:36:23 +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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Yo-An Lin
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16fe416520
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Merge pull request #1069 from yubing744/feature/add-private-strategy-demo-trading-gpt
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2023-03-02 23:02:32 +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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c9s
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ae5bd507a8
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bbgo: add BBGO_SUBMIT_ORDER_RETRY_TIMEOUT env var for overriding timeout
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2023-03-02 17:17:18 +08:00 |
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c9s
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f4b012623f
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bbgo: add back retry timeout context
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2023-03-02 16:58:14 +08:00 |
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c9s
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5c3a01e65b
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bbgo: fix logger usage
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2023-03-02 16:57:29 +08:00 |
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c9s
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a2c6b0d9ac
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go: mod tidy
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2023-03-02 16:19:59 +08:00 |
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c9s
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3cb190c2c7
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bbgo: apply logger into the order executor
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2023-03-02 16:16:14 +08:00 |
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c9s
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385a97448d
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grid2: add StopIfLessThanMinimalQuoteInvestment doc comment
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2023-03-02 15:53:42 +08:00 |
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c9s
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11329dffe7
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grid2: add StopIfLessThanMinimalQuoteInvestment option
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2023-03-02 15:50:10 +08:00 |
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c9s
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01ecdc8d6b
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fix order submit retry
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2023-03-02 15:41:11 +08:00 |
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c9s
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729d32af70
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grid2: add minimal quote investment check error log
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2023-03-02 15:14:21 +08:00 |
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c9s
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4aa25db3ed
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grid2: add one more calculateMinimalQuoteInvestment test case
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2023-03-02 14:03:22 +08:00 |
|
Owen Wu
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6ee2c34649
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feat: add private strategy demo trading-gpt
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2023-03-01 23:12:13 +08:00 |
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Yo-An Lin
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fe37a278f0
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Merge pull request #1073 from c9s/fix/dec-rounding
fix: fix fixedpoint rounding
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2023-03-01 22:28:38 +08:00 |
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c9s
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1d8df08a74
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fixedpoint: fix fixedpoint rounding
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2023-03-01 22:21:24 +08:00 |
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c9s
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f553ee05a0
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grid2: log base fee rounding precision
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2023-03-01 21:49:15 +08:00 |
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c9s
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b2bbf2d6ca
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grid2: add comment to the sync call
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2023-03-01 21:09:48 +08:00 |
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Yo-An Lin
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42840cd519
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Merge pull request #1072 from c9s/fix/grid2-profit-commitment
fix: grid2: calculate grid profit only when the reverse order is placed
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2023-03-01 20:44:32 +08:00 |
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c9s
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b13efdf30e
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grid2: calculate grid profit only when the reverse order is placed
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2023-03-01 20:05:35 +08:00 |
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