97 Commits

Author	SHA1	Message	Date
c9s	5d441e3efe	grid2: collect fees and check if we need to reduce the quantity for sell	2022-12-05 19:30:06 +08:00
c9s	16224583ff	grid2: add historicalTrades store	2022-12-05 19:23:39 +08:00
c9s	fcf8613319	grid2: fix feeRate var	2022-12-05 18:15:54 +08:00
c9s	f727f314e6	grid2: add FeeRate configuration for checking profit spread	2022-12-05 18:15:30 +08:00
c9s	4bba5510dd	grid2: position reset should reset the total fee	2022-12-05 18:11:44 +08:00
c9s	5be140de0e	grid2: improve sell,buy price calculation	2022-12-05 15:19:24 +08:00
c9s	27b42db3d7	grid2: add test case for enough base investment	2022-12-05 11:23:21 +08:00
c9s	6df4a3c319	grid2: add TestStrategy_generateGridOrders	2022-12-05 11:21:07 +08:00
c9s	0b824a09fc	grid2: fix tests	2022-12-05 00:47:08 +08:00
c9s	076ec3b3c2	grid2: pull out grid order generation	2022-12-05 00:20:18 +08:00
c9s	002ce1958e	grid2: add omitempty to struct tag	2022-12-04 21:44:03 +08:00
c9s	19e0a20c67	grid2: fill fixedpoint.Zero for stats	2022-12-04 21:43:40 +08:00
c9s	ec6b170f01	grid2: add more log messages for stop loss	2022-12-04 21:09:39 +08:00
c9s	3b821c8b58	grid2: fix order price shifting	2022-12-04 21:06:52 +08:00
c9s	8d78399335	grid2: fix order shifting	2022-12-04 19:48:12 +08:00
c9s	efcfcf7c18	grid2: add position reset	2022-12-04 18:42:03 +08:00
c9s	a5e6173038	grid2: fix openGrid method	2022-12-04 18:33:28 +08:00
c9s	943912f6bf	grid2: add grid order debug logs	2022-12-04 18:32:17 +08:00
c9s	ea34b3a962	grid2: another fix	2022-12-04 18:28:34 +08:00
c9s	01b013fcc7	grid2: fix trigger price check for onStart handler	2022-12-04 18:27:21 +08:00
c9s	bce004106c	grid2: check price	2022-12-04 18:21:43 +08:00
c9s	9d62720111	grid2: add log for trigger price	2022-12-04 18:17:05 +08:00
c9s	4f3a160bbf	grid2: add stopLossPrice handler	2022-12-04 18:01:58 +08:00
c9s	bec1103a64	grid2: add more parameters to the test strategy	2022-12-04 17:36:35 +08:00
c9s	5344b3d768	grid2: add TestStrategy_calculateProfit test	2022-12-04 17:35:35 +08:00
c9s	427daba6d0	grid2: change fee rate validation	2022-12-04 15:56:35 +08:00
c9s	bbab8728e3	grid2: add orderQueryService for querying order trades	2022-12-04 15:43:27 +08:00
c9s	813f9c45a7	grid2: add order object into the profit structure	2022-12-04 15:24:59 +08:00
c9s	a8fe55c284	grid2: push profit into stats	2022-12-04 15:24:13 +08:00
c9s	bc4c22f633	grid2: pull out quoteQuantity	2022-12-04 15:15:16 +08:00
c9s	bf62fb7d2d	grid2: calculate grid profit	2022-12-04 15:01:52 +08:00
c9s	9506516ea3	grid2: add grid profit stats to the strategy	2022-12-04 14:45:04 +08:00
c9s	8d601a6cb4	grid2: add exchange session field	2022-12-04 14:24:04 +08:00
c9s	dc2ce372c4	grid2: reset grid field when it's closed	2022-12-04 14:23:00 +08:00
c9s	0ea6dfb158	grid2: add triggerPrice protection	2022-12-04 14:22:11 +08:00
c9s	7abc799da4	grid2: make openGrid and closeGrid as private method	2022-12-04 13:04:14 +08:00
c9s	c77bb83b95	grid2: move OpenGrid method and add KeepOrdersWhenShutdown	2022-12-04 12:58:01 +08:00
c9s	7dc3c448bb	grid2: remove unused fields	2022-12-04 11:47:30 +08:00
c9s	c00d59806f	grid2: add closeGrid option	2022-12-04 11:47:01 +08:00
c9s	2977c80dd1	grid2: check profitSpread for profit	2022-12-03 16:59:47 +08:00
c9s	64d8a30ecc	grid2: add earnBase option	2022-12-03 16:40:40 +08:00
c9s	5f7ad125c6	grid2: add earnBase option	2022-12-03 16:03:01 +08:00
c9s	6ed09c847d	grid2: add compound mode option	2022-12-03 15:21:03 +08:00
c9s	9bb628328c	grid2: use profit to buy more inventory	2022-12-03 15:18:47 +08:00
c9s	d5cf1a7311	grid2: log submitOrder	2022-12-03 15:17:31 +08:00
c9s	c0573210b3	grid2: log grid info	2022-12-03 14:58:53 +08:00
c9s	54ffc8cbcc	grid2: add order filled handler	2022-12-03 14:46:05 +08:00
c9s	a825ae5d04	grid2: use custom logger entry	2022-12-03 11:36:14 +08:00
c9s	a715933106	grid2: allocate logger instance for fields	2022-12-03 11:31:44 +08:00
c9s	d91921f6c2	grid2: fix grid sell order quantity calculation	2022-12-03 11:25:18 +08:00