Commit Graph

454 Commits

Author SHA1 Message Date
chiahung
52d4f50c88 remove sync every ticker 2023-11-08 11:15:06 +08:00
chiahung
e6fc006747 recoverC back to size 1 2023-11-07 15:21:48 +08:00
chiahung
7de49155eb fix 2023-11-07 13:30:58 +08:00
chiahung
c8becbe4f5 bbgo.sync when syncActiveOrders 2023-11-07 10:56:19 +08:00
chiahung
dcff850c64 FEATURE: add ttl for position/grid2.profit_stats persistence 2023-11-06 18:52:01 +08:00
c9s
e614741a48
grid2: add another test case for 0 baseGridNum 2023-11-04 12:56:11 +08:00
c9s
6cce5a2268
grid2: respect s.BaseGridNum and add a failing test case 2023-11-04 12:56:11 +08:00
chiahung
d33240ec83 rename and simplify import 2023-10-30 17:17:36 +08:00
chiahung
671772a767 FIX: retry to get open orders only for 5 times and do not sync orders updated in 3 min 2023-10-30 16:28:34 +08:00
chiahung
40ca323b2d merge recover logic 2023-10-26 16:29:05 +08:00
chiahung
f31d829294 FEAUTRE: merge grid recover and active orders recover 2023-10-26 14:55:33 +08:00
chiahung
ab1bc998f9 FEATURE: prepare query trades funtion for new recover 2023-10-25 13:34:11 +08:00
chiahung
3710c33670 REFACTOR: rename file and variable 2023-10-24 13:03:14 +08:00
kbearXD
7d97f573c5
Merge pull request #1350 from c9s/feature/grid2/twin-orderbook
FEATURE: [grid2] twin orderbook
2023-10-24 13:00:25 +08:00
chiahung
c977b8e295 add lock to protect twin orderbook and add more comments 2023-10-23 17:42:39 +08:00
chiahung
3150f6b3f5 fix 2023-10-23 13:00:17 +08:00
chiahung
e9078a71c8 FEATURE: twin orderbook 2023-10-20 16:23:31 +08:00
chiahung
c9fca56723 MINOR: remove profit entries from profit stats 2023-10-20 15:17:31 +08:00
chiahung
ccb7308263 fix 2023-10-17 16:13:05 +08:00
chiahung
243b90aaf9 fix nil metrics error 2023-10-17 15:20:28 +08:00
chiahung
c257bc8ccf sleep 100ms to avoid DDOS 2023-10-17 13:51:51 +08:00
chiahung
5ff3828ec1 move to onAuth 2023-10-16 16:02:43 +08:00
chiahung
c5449374cd add test and remove recovered atmoic bool 2023-10-13 16:50:59 +08:00
chiahung
de1a884153 not add non existing open orders into active orderbook if updated in 5 min 2023-10-13 16:50:21 +08:00
chiahung
136c2cd36f add open orders metrics 2023-10-13 16:50:21 +08:00
chiahung
c6d4ebf57b also sync orders already in active orderbook if the open orders are expired 2023-10-13 16:50:21 +08:00
c9s
a39925b912 grid2: invert if 2023-10-13 16:50:21 +08:00
c9s
5f9d020ac8 grid2: improve some logging 2023-10-13 16:50:21 +08:00
c9s
1347c8ef87 grid2: refactor recoverActiveOrdersPeriodically 2023-10-13 16:50:21 +08:00
chiahung
27294ac9b6 FIX: fix some error and use chan to trigger active orders recover when on auth 2023-10-13 16:50:21 +08:00
chiahung
4c9b1e78fe remove checker 2023-10-13 16:50:21 +08:00
chiahung
ca80bdb282 FEATURE: recover active orders with open orders periodically 2023-10-13 16:50:20 +08:00
c9s
a0a7b0ffdc
grid2: set max retries 2023-10-11 17:33:07 +08:00
c9s
94f6cefd70
grid2: improve active order recover logs 2023-09-25 17:43:38 +08:00
c9s
b6d0e3ef27
grid2: only do active order update when grid is recovered 2023-09-25 17:19:53 +08:00
chiahung
fdfa3639ff FEATURE: use retry query order until successful 2023-09-19 11:12:14 +08:00
chiahung
db376f8483 FEATURE: use quote quantity if there is QuoteQuantity in trade 2023-09-05 18:28:10 +08:00
kbearXD
79d98e857d
Merge pull request #1295 from c9s/feature/grid2/amount-round-down
FEATURE: round down executed amount to avoid insufficient balance
2023-09-05 14:35:53 +08:00
c9s
e74da87e51
grid2: delay start process by 5s 2023-08-31 17:08:00 +08:00
c9s
f24bd3532c
grid2: add 5s delay and <10seconds jitter 2023-08-31 14:08:33 +08:00
c9s
7de6c3d8e4
grid2: add more update logs 2023-08-31 13:59:44 +08:00
c9s
cb0285544e
add lock to recoverActiveOrders 2023-08-31 13:48:56 +08:00
chiahung
9dc7244d8a FEATURE: round down executed amount to avoid insufficient balance 2023-08-31 12:40:01 +08:00
c9s
c91861ca9a
bbgo: add order update time check 2023-08-17 17:31:24 +08:00
c9s
dda3f25c61
grid2,bbgo: refactor active order book and update order status when re-connected 2023-08-17 16:26:06 +08:00
c9s
cfd5884350
Merge remote-tracking branch 'origin/v1.50' 2023-08-01 13:23:04 +08:00
c9s
4560b47556
grid2: only for positive non-zero fee 2023-07-31 18:12:28 +08:00
c9s
43b8e7870d
grid2: ignore discounted trades 2023-07-31 18:06:20 +08:00
c9s
afc5dbb951
Merge remote-tracking branch 'origin/v1.50' 2023-07-24 17:02:08 +08:00
c9s
df1067d309
grid2: simplify removeDuplicatedPins 2023-07-22 11:45:30 +08:00