c9s
|
4c13171cb0
|
grid2: add more test for spec
|
2023-05-19 16:42:26 +08:00 |
|
c9s
|
3a2dbc934b
|
grid2: add TestStrategy_calculateBaseQuoteInvestmentQuantity test case
|
2023-05-19 16:37:44 +08:00 |
|
c9s
|
0c4cd7049f
|
grid2: rewrite the base+quote algo
|
2023-05-19 15:04:17 +08:00 |
|
c9s
|
86a99b5902
|
grid2: truncate max base quantity
|
2023-05-19 13:56:01 +08:00 |
|
c9s
|
17b05b61ba
|
strategy: fix fastCancel api calls
|
2023-05-16 16:44:40 +08:00 |
|
c9s
|
027fe9f5e1
|
drift: adopt the fastOrderExecutor
|
2023-05-16 16:39:04 +08:00 |
|
c9s
|
829edeb401
|
grid2: improve warning message
|
2023-04-28 16:16:23 +08:00 |
|
c9s
|
f958120fb5
|
grid2: remove the len check since we just iterate
|
2023-04-28 16:12:57 +08:00 |
|
c9s
|
717de67d5a
|
grid2: improve log and try best to return the order fee
|
2023-04-28 16:07:03 +08:00 |
|
c9s
|
5a901e929c
|
grid2: apply defensive programming on the order quantity
|
2023-04-28 16:02:28 +08:00 |
|
c9s
|
32b2c43198
|
grid2: emit grid profit after profit stats fix
|
2023-04-27 00:33:42 +08:00 |
|
c9s
|
46a6d896a2
|
grid2: improve the if err syntax
|
2023-04-26 23:48:02 +08:00 |
|
c9s
|
0c72ac2386
|
grid2: fix typo
|
2023-04-26 23:37:20 +08:00 |
|
c9s
|
b358cec235
|
grid2: check if profitStats.Since.IsZero
|
2023-04-26 23:36:53 +08:00 |
|
c9s
|
f1919a2b43
|
grid2: check profitStats.Since for the since time range
|
2023-04-26 23:34:56 +08:00 |
|
c9s
|
2efdee9347
|
grid2: add timeout context to the fixer
|
2023-04-26 23:30:09 +08:00 |
|
c9s
|
bd5e98e543
|
grid2: add more log
|
2023-04-26 23:07:01 +08:00 |
|
c9s
|
68974bc0b4
|
grid2: fix profitstats.Since when possible
|
2023-04-26 22:10:45 +08:00 |
|
c9s
|
55c84e005b
|
grid2: add one more check for profitStats.InitialOrderID
|
2023-04-26 22:06:53 +08:00 |
|
c9s
|
77f6c6bb46
|
bbgo: lock strategy before we sync data
|
2023-04-26 18:07:29 +08:00 |
|
c9s
|
036bae692e
|
grid2: move emitGridReady to earlier
|
2023-04-26 18:07:29 +08:00 |
|
c9s
|
e8a761e331
|
grid2: add profitFixer and tests
|
2023-04-26 17:25:31 +08:00 |
|
Yo-An Lin
|
cd69232156
|
Merge pull request #1155 from andycheng123/improve/supertrend
|
2023-04-20 18:48:39 +08:00 |
|
Andy Cheng
|
9f8576bb38
|
improve/supertrend: different way to calculate order amount for backtesting
|
2023-04-20 18:37:48 +08:00 |
|
Andy Cheng
|
1fb6e79090
|
improve/supertrend: fix typo
|
2023-04-20 18:11:47 +08:00 |
|
Andy Cheng
|
4b8adf6ed5
|
improve/supertrend: adding opposite position amount to the order amount instead of closing opposite position
|
2023-04-20 17:53:20 +08:00 |
|
chiahung
|
ed4e0b03e7
|
add open orders back to active order book if no need to recover
|
2023-04-18 15:47:00 +08:00 |
|
chiahung
|
d00a91441c
|
FEATURE: move metrics to defer funciton
|
2023-04-18 15:13:20 +08:00 |
|
chiahung
|
a0aae23bf3
|
FIX: fix emit ready twice and add error log
|
2023-04-14 18:30:38 +08:00 |
|
c9s
|
4ab54f586b
|
grid2: emit grid error when open grid failed
|
2023-04-14 15:15:28 +08:00 |
|
chiahung
|
6029bd268d
|
update log message
|
2023-04-07 00:40:32 +08:00 |
|
chiahung
|
cc5ebd5b2c
|
move emit ready and update metrics
|
2023-04-06 23:57:54 +08:00 |
|
c9s
|
fba73f11ea
|
grid2: update metrics and trigger ready callback
|
2023-04-06 23:24:08 +08:00 |
|
chiahung
|
542467245e
|
remove OrderGroupID checking
|
2023-04-06 18:00:21 +08:00 |
|
chiahung
|
c54507e07f
|
modif log message
|
2023-04-06 17:53:01 +08:00 |
|
chiahung
|
9fa647ed65
|
rename method
|
2023-04-06 16:12:19 +08:00 |
|
chiahung
|
d953a6d7b8
|
check by trades + open orders
|
2023-04-06 14:59:03 +08:00 |
|
chiahung
|
00352b2a0d
|
FIX: recover even though inital order id is 0
|
2023-04-06 11:36:32 +08:00 |
|
c9s
|
4b9e3f2302
|
xfunding: send positions to slack when start up
|
2023-03-30 00:46:41 +08:00 |
|
c9s
|
69af9e03ea
|
xfunding: fix funding fee notification
|
2023-03-30 00:13:02 +08:00 |
|
c9s
|
6c550c55fa
|
xfunding: fix spot transfer
|
2023-03-29 23:09:37 +08:00 |
|
c9s
|
7c975da575
|
xfunding: fix position sync bug
|
2023-03-29 23:05:31 +08:00 |
|
c9s
|
0efb56c43e
|
xfunding: also reset the quote balance transfer
|
2023-03-29 22:55:40 +08:00 |
|
c9s
|
7e2688b8c7
|
xfunding: cancel open orders before closing the futures position
|
2023-03-29 22:54:54 +08:00 |
|
c9s
|
0c9e0649c6
|
xfunding: use b.MaxWithdrawAmount instead of b.Available
|
2023-03-29 22:49:34 +08:00 |
|
c9s
|
866443d89f
|
xfunding: only do transfer when the available balance is not zero
|
2023-03-29 21:48:10 +08:00 |
|
c9s
|
d0566e23ec
|
xfunding: log submit failed orders
|
2023-03-29 21:46:15 +08:00 |
|
c9s
|
1383eb0401
|
xfunding: resetTransfer should also reset the transfer stats
|
2023-03-29 21:44:48 +08:00 |
|
c9s
|
117b5198ec
|
xfunding: introduce resetTransfer method to reset the futures transfer
|
2023-03-29 21:43:36 +08:00 |
|
c9s
|
a2fdc99741
|
xfunding: notify position ready
|
2023-03-29 21:40:18 +08:00 |
|