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Author	SHA1	Message	Date
c9s	9a89237c24	grid2: fix base/quote fee reduction	2023-03-03 14:30:58 +08:00
c9s	bd86a89667	grid2: return fee currency	2023-03-03 13:13:27 +08:00
c9s	5cbc6f191f	grid2: aggregate order fee instead of only base fee	2023-03-03 13:13:27 +08:00
Yo-An Lin	16fe416520	Merge pull request #1069 from yubing744/feature/add-private-strategy-demo-trading-gpt	2023-03-02 23:02:32 +08:00
gx578007	8039068d51	Merge pull request #1075 from c9s/bhwu/add-persistence-to-env ... FEATURE: add persistence service to environment	2023-03-02 23:00:20 +08:00
gx578007	bc7a071dbd	FIX: add persistence service to environment	2023-03-02 22:42:02 +08:00
Yo-An Lin	d03c7d624f	Merge pull request #1074 from c9s/narumi/rebalance/order-type ... strategy: rebalance: add order type parameter	2023-03-02 22:37:36 +08:00
c9s	e915825ac6	grid2: defer call grid closed	2023-03-02 18:16:09 +08:00
narumi	904491e750	add orderType parameter	2023-03-02 18:11:43 +08:00
c9s	c5e2acf0f5	grid2: call Initialize in clean up	2023-03-02 18:08:26 +08:00
c9s	86584b01b9	grid2: fix exchange session field	2023-03-02 18:05:48 +08:00
c9s	5212365d2f	grid2: remove s.ExchangeSession check	2023-03-02 17:40:44 +08:00
c9s	6947c8b104	grid2: improve clean up	2023-03-02 17:33:58 +08:00
c9s	ae5bd507a8	bbgo: add BBGO_SUBMIT_ORDER_RETRY_TIMEOUT env var for overriding timeout	2023-03-02 17:17:18 +08:00
c9s	f4b012623f	bbgo: add back retry timeout context	2023-03-02 16:58:14 +08:00
c9s	5c3a01e65b	bbgo: fix logger usage	2023-03-02 16:57:29 +08:00
c9s	a2c6b0d9ac	go: mod tidy	2023-03-02 16:19:59 +08:00
c9s	3cb190c2c7	bbgo: apply logger into the order executor	2023-03-02 16:16:14 +08:00
c9s	385a97448d	grid2: add StopIfLessThanMinimalQuoteInvestment doc comment	2023-03-02 15:53:42 +08:00
c9s	11329dffe7	grid2: add StopIfLessThanMinimalQuoteInvestment option	2023-03-02 15:50:10 +08:00
c9s	01ecdc8d6b	fix order submit retry	2023-03-02 15:41:11 +08:00
c9s	729d32af70	grid2: add minimal quote investment check error log	2023-03-02 15:14:21 +08:00
c9s	4aa25db3ed	grid2: add one more calculateMinimalQuoteInvestment test case	2023-03-02 14:03:22 +08:00
Owen Wu	6ee2c34649	feat: add private strategy demo trading-gpt	2023-03-01 23:12:13 +08:00
Yo-An Lin	fe37a278f0	Merge pull request #1073 from c9s/fix/dec-rounding ... fix: fix fixedpoint rounding	2023-03-01 22:28:38 +08:00
c9s	1d8df08a74	fixedpoint: fix fixedpoint rounding	2023-03-01 22:21:24 +08:00
c9s	f553ee05a0	grid2: log base fee rounding precision	2023-03-01 21:49:15 +08:00
c9s	b2bbf2d6ca	grid2: add comment to the sync call	2023-03-01 21:09:48 +08:00
Yo-An Lin	42840cd519	Merge pull request #1072 from c9s/fix/grid2-profit-commitment ... fix: grid2: calculate grid profit only when the reverse order is placed	2023-03-01 20:44:32 +08:00
c9s	b13efdf30e	grid2: calculate grid profit only when the reverse order is placed	2023-03-01 20:05:35 +08:00
Yo-An Lin	dea86282b8	Merge pull request #1070 from c9s/feature/submit-order-backoff ... fix: add context, exponential backoff and max retry limit	2023-03-01 17:55:39 +08:00
Yo-An Lin	5705cea346	Merge pull request #1071 from c9s/feature/grid2-force-cancel-all ... feature: grid2: use UseCancelAllOrdersApiWhenClose	2023-03-01 17:49:55 +08:00
c9s	39f8557231	bbgo: if the error is context.Canceled, exit the retry loop	2023-03-01 17:42:01 +08:00
c9s	6137905f42	max: fix max v3 order cancel api	2023-03-01 16:45:33 +08:00
c9s	06eff47058	grid2: improve UseCancelAllOrdersApiWhenClose process	2023-03-01 16:35:09 +08:00
c9s	f82af6e6dd	grid2: use UseCancelAllOrdersApiWhenClose	2023-03-01 16:16:26 +08:00
c9s	c1cc008ecc	bbgo: add retry limit and exponential backoff to retry order	2023-03-01 15:48:38 +08:00
c9s	4f0c986709	fix dockerfile for go-sqlite3	2023-03-01 15:29:46 +08:00
c9s	6f30b4551c	upgrade golang sdk for docker image	2023-03-01 15:29:46 +08:00
c9s	98739cc8a1	grid2: avoid using loop iterator var	2023-03-01 15:29:46 +08:00
c9s	04da988639	grid2: check if we have o.AveragePrice, use it for newQuantity	2023-03-01 15:29:46 +08:00
c9s	7eb953093c	grid2: merge baseSellQuantityReduction section	2023-03-01 15:29:46 +08:00
c9s	6fc45e66dd	grid2: for non-compound or earn base mode we should always use the original buy quantity	2023-03-01 15:29:46 +08:00
c9s	1ac0b5b545	remove go 1.17 from ci	2023-02-24 13:34:08 +08:00
c9s	18478cf4c8	bbgo: apply backoff to submitOrders	2023-02-24 13:34:08 +08:00
gx578007	3acb0a0a64	Merge pull request #1066 from c9s/fix/grid2/fee-reduction	2023-02-24 12:56:09 +08:00
c9s	5b903cd4ed	grid2: always round up	2023-02-24 12:46:38 +08:00
c9s	37535e9f3e	grid2: fix fee reduction by rounding	2023-02-24 12:25:23 +08:00
Yo-An Lin	ba8991c97c	Merge pull request #1065 from c9s/feature/submit-order-backoff ... feature: submit order backoff	2023-02-24 00:52:57 +08:00
c9s	59ff86e4bb	grid2: fix metrics for tests	2023-02-24 00:44:50 +08:00