Commit Graph

6451 Commits

Author SHA1 Message Date
c9s
d89d0cf0ff
bbgo: refactor SubmitOrders method for retry 2023-02-23 23:34:26 +08:00
c9s
ed61f70d74
bbgo: rewrite BatchRetryPlaceOrder to make it retry with err index 2023-02-23 23:17:04 +08:00
c9s
2a47d390f0
grid2: update grid2 metrics 2023-02-23 22:49:03 +08:00
c9s
5e2add8765
grid2: add the missing metrics update 2023-02-23 22:39:47 +08:00
Yo-An Lin
f453a22972
Merge pull request #1064 from c9s/fix/pending-maker-order-handler
fix: emit order update handler from the pending maker order
2023-02-23 21:57:03 +08:00
c9s
7532c31631
bbgo: fix pending order event trigger 2023-02-23 21:46:57 +08:00
c9s
b666c8bf40
bbgo: triggering pending order update event ot the handler 2023-02-23 18:08:21 +08:00
c9s
31c9ebf34b
grid2: update metrics after recovering the grid orders 2023-02-23 11:19:10 +08:00
Yo-An Lin
4b4af5a09c
Merge pull request #1063 from c9s/fix/grid2/logging
grid2: improve logging
2023-02-22 16:12:52 +08:00
c9s
ef771546e3
grid2: simplify WriteString call 2023-02-22 15:45:33 +08:00
c9s
905b25655d
bbgo: provide logging configuration 2023-02-22 15:25:39 +08:00
c9s
e3fa4587d9
bbgo: add logging config struct 2023-02-22 15:18:48 +08:00
c9s
6dc92bea16
grid2: pass logger entry to debugGrid 2023-02-22 15:16:47 +08:00
c9s
9d218d93ac
grid2: use string builder for debugGrid 2023-02-22 15:11:47 +08:00
Yo-An Lin
09db017101
Merge pull request #1062 from c9s/fix/grid2/recover-sorting
fix: grid2: fix recover sorting
2023-02-22 09:58:55 +08:00
c9s
67d84b9716
grid2: sleep 100ms between the recover orders 2023-02-22 01:11:34 +08:00
c9s
9e5717ab83
grid2: sleep 2 seconds to wait for the reverse order to be placed 2023-02-22 01:10:49 +08:00
c9s
bee7b593d2
grid2: fix log index number 2023-02-22 01:08:19 +08:00
c9s
d2d818a6bc
bbgo: sleep 200ms before we retry submiting the order 2023-02-22 00:54:12 +08:00
c9s
bc98fe3bcc
grid2: fix recover sorting 2023-02-22 00:50:00 +08:00
c9s
03dfb4386e
grid2: simplify and fix calculateMinimalQuoteInvestment 2023-02-21 17:58:11 +08:00
c9s
9c1110fb44
grid2: fix calculateMinimalQuoteInvestment 2023-02-21 17:48:40 +08:00
c9s
0402fddea3
grid2: pull out order filtering 2023-02-21 15:50:25 +08:00
c9s
d53b41f4fd
grid2: use go routine to recover grid to avoid order update delay issue 2023-02-21 01:05:56 +08:00
c9s
08cc99c300
grid2: add recover debug log 2023-02-20 22:25:00 +08:00
c9s
a6047c4840
grid2: implement CleanUp interface 2023-02-20 16:52:39 +08:00
Yo-An Lin
6fd5d1c79b
Merge pull request #1061 from c9s/gx5/grid2/fix-quote-price 2023-02-18 01:19:21 +08:00
gx578007
85d002eabc FIX: [grid2] fix quote accumulation 2023-02-17 22:52:58 +08:00
Yo-An Lin
03e25f12d6
Merge pull request #1060 from c9s/fix/active-order-book-pending-order-update
fix: process pending order update for active order book
2023-02-17 20:18:23 +08:00
c9s
4dc4f73834
bbgo: add pending order test cases 2023-02-17 19:50:46 +08:00
c9s
10eba876c4
bbgo: simplify order symbol filtering condition 2023-02-17 19:24:08 +08:00
c9s
cf1be9fc6f
bbgo: process pending order update for active order book 2023-02-17 19:15:00 +08:00
c9s
21cdb7afe8
grid2: split SubmitOrders calls 2023-02-17 18:54:47 +08:00
c9s
9d2c742496
grid2: avoid using totalBase when one of quote investment or base investment is defined 2023-02-17 18:35:42 +08:00
c9s
a5e134e98d
grid2: fix calculateMinimalQuoteInvestment tests 2023-02-17 17:33:12 +08:00
c9s
29692b0e1a
grid2: fix MinimalQuoteInvestment check 2023-02-17 17:16:25 +08:00
c9s
039fb4f4b7
Merge branch 'fix/grid2/quote-quantity' 2023-02-16 22:51:11 +08:00
c9s
56628aca73
grid2: emit grid ready only when there is no error 2023-02-16 22:49:22 +08:00
Yo-An Lin
2e1eb3295b
Merge pull request #1059 from c9s/fix/grid2/quote-quantity
FIX: grid2: emit grid ready once the grid is recovered
2023-02-16 22:30:08 +08:00
c9s
55476e4176
grid2: include the order dust for the quote investment calculation 2023-02-16 22:20:34 +08:00
c9s
156da92670
grid2: check used quote balance before we generate the grid order 2023-02-16 21:38:48 +08:00
c9s
2aee3cea59
grid2: emit grid ready once the grid is recovered 2023-02-16 21:33:42 +08:00
c9s
eb4e25c008
grid2: emit grid ready earlier 2023-02-16 18:13:51 +08:00
c9s
f039c97e63
grid2: defer EmitCloseGrid callback earlier 2023-02-16 18:12:08 +08:00
c9s
7ba0e86605
grid2: use setGrid with mutex 2023-02-16 18:11:38 +08:00
c9s
9e3383606e
grid2: add quote quantity test case 2023-02-16 18:11:04 +08:00
c9s
9b69fa5465
grid2: log calculateQuoteInvestmentQuantity result 2023-02-16 14:56:28 +08:00
Yo-An Lin
a5fbce1be1
Merge pull request #1058 from c9s/fix/grid2-recover
fix: grid2: fix grid order recover
2023-02-15 22:53:54 +08:00
c9s
fa3106eefa
grid2: set the grid field if there is no missing orders 2023-02-15 22:44:07 +08:00
c9s
a9f1aab4b1
grid2: add user data stream on start log 2023-02-15 22:42:46 +08:00